About J-1 change 3rd country

I'm sorry to bother all.I want to change J-1 for F-1.
I know it's very difficult to get waiver.But I want to know whether it's easy to get F-1 visa in Canada or Mexico.If I can't get new visa in 3rd country,I will back to China,and can't back to U.S.A.Thank you for replying me.